Hello Take,
That issue occurs because the keyboard navigation extension moves the focus to the grid header cell. But you can manually restore the focus by adding the onclick handler.
Here is an example of how it might be implemented: http://snippet.dhtmlx.com/5/3ea19b50d
Right now, there is no built-in way to make it work better. I added that information to our internal bug tracker. The dev team will fix it in the future, but I cannot give you any ETA.